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arxiv: 1705.08873 · v2 · pith:FJWZWZOOnew · submitted 2017-05-24 · 🧮 math-ph · math.MP

Random Lie-point symmetries of stochastic differential equations

classification 🧮 math-ph math.MP
keywords equationsdifferentialrandomstochasticlie-pointsymmetriesdeterminingdiffeomorphisms
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We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form. We also discuss relations with previous results in the literature.

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